Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,750.0 |
6,130.0 |
380.0 |
6.6% |
5,776.0 |
High |
6,137.5 |
6,134.0 |
-3.5 |
-0.1% |
5,789.0 |
Low |
5,721.0 |
6,030.0 |
309.0 |
5.4% |
5,382.0 |
Close |
6,091.0 |
6,047.5 |
-43.5 |
-0.7% |
5,496.5 |
Range |
416.5 |
104.0 |
-312.5 |
-75.0% |
407.0 |
ATR |
211.5 |
203.8 |
-7.7 |
-3.6% |
0.0 |
Volume |
1,084 |
4,968 |
3,884 |
358.3% |
5,793 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,382.5 |
6,319.0 |
6,104.7 |
|
R3 |
6,278.5 |
6,215.0 |
6,076.1 |
|
R2 |
6,174.5 |
6,174.5 |
6,066.6 |
|
R1 |
6,111.0 |
6,111.0 |
6,057.0 |
6,090.8 |
PP |
6,070.5 |
6,070.5 |
6,070.5 |
6,060.4 |
S1 |
6,007.0 |
6,007.0 |
6,038.0 |
5,986.8 |
S2 |
5,966.5 |
5,966.5 |
6,028.4 |
|
S3 |
5,862.5 |
5,903.0 |
6,018.9 |
|
S4 |
5,758.5 |
5,799.0 |
5,990.3 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,776.8 |
6,543.7 |
5,720.4 |
|
R3 |
6,369.8 |
6,136.7 |
5,608.4 |
|
R2 |
5,962.8 |
5,962.8 |
5,571.1 |
|
R1 |
5,729.7 |
5,729.7 |
5,533.8 |
5,642.8 |
PP |
5,555.8 |
5,555.8 |
5,555.8 |
5,512.4 |
S1 |
5,322.7 |
5,322.7 |
5,459.2 |
5,235.8 |
S2 |
5,148.8 |
5,148.8 |
5,421.9 |
|
S3 |
4,741.8 |
4,915.7 |
5,384.6 |
|
S4 |
4,334.8 |
4,508.7 |
5,272.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,137.5 |
5,382.0 |
755.5 |
12.5% |
197.0 |
3.3% |
88% |
False |
False |
2,021 |
10 |
6,137.5 |
5,382.0 |
755.5 |
12.5% |
172.4 |
2.8% |
88% |
False |
False |
1,404 |
20 |
6,198.0 |
5,382.0 |
816.0 |
13.5% |
190.6 |
3.2% |
82% |
False |
False |
978 |
40 |
6,456.0 |
5,382.0 |
1,074.0 |
17.8% |
191.4 |
3.2% |
62% |
False |
False |
755 |
60 |
6,456.0 |
4,988.0 |
1,468.0 |
24.3% |
199.2 |
3.3% |
72% |
False |
False |
1,870 |
80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.3% |
191.9 |
3.2% |
72% |
False |
False |
1,458 |
100 |
7,454.0 |
4,988.0 |
2,466.0 |
40.8% |
196.4 |
3.2% |
43% |
False |
False |
1,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,576.0 |
2.618 |
6,406.3 |
1.618 |
6,302.3 |
1.000 |
6,238.0 |
0.618 |
6,198.3 |
HIGH |
6,134.0 |
0.618 |
6,094.3 |
0.500 |
6,082.0 |
0.382 |
6,069.7 |
LOW |
6,030.0 |
0.618 |
5,965.7 |
1.000 |
5,926.0 |
1.618 |
5,861.7 |
2.618 |
5,757.7 |
4.250 |
5,588.0 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
6,082.0 |
6,005.1 |
PP |
6,070.5 |
5,962.7 |
S1 |
6,059.0 |
5,920.3 |
|